-61.8%
JD vs UVXY
-99.6%
+37.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.2% | -5.1% | +0.8% |
| 7D | -2.6% | +11.0% | -13.6% | -1.1% |
| 30D | -15.4% | -8.8% | -6.6% | -16.4% |
| 3M | -5.0% | -41.9% | +36.9% | -11.7% |
| 6M | +0.9% | -61.2% | +62.1% | -10.3% |
| YTD | -2.5% | -46.2% | +43.7% | -7.5% |
| 1Y | -16.0% | -65.2% | +49.2% | -24.1% |
| 3Y | -8.5% | -94.6% | +86.0% | -26.3% |
| 5Y | -61.8% | -99.7% | +37.9% | -78.9% |
| All | -61.8% | -99.6% | +37.9% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded UVXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling